A refinement of conditions for the almost sure convergence of series of multidimensional regression sequences

DOI10.1090/TPMS/994zbMATH Open1357.40001OpenAlexW2587222853MaRDI QIDQ2960458FDOQ2960458

M. Ilienko

Publication date: 9 February 2017

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/tpms/994

zbMATH Keywords

almost sure convergencerandom seriesmultidimensional autoregressive sequences

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Sums of independent random variables; random walks (60G50) Convergence and divergence of series and sequences (40A05)

Cites Work

• Almost Sure Convergence of the Series of Gaussian Markov Sequences
• Convergence of series of Gaussian Markov sequences
• Convergence of series of elements of multidimensional Gaussian Markov sequences
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Cited In (3)

• Complete moment convergence for randomly weighted sums of arrays of rowwise \(m_n\)-extended negatively dependent random variables and its applications
• On the convergence of the Baum-Katz series for elements of a linear autoregression
• A complete convergence theorem for stationary regularly varying multivariate time series

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